## Description ##
allow custom path and static linking for custom mallocs

## Checklist ##
### Essentials ###
- [x] Changes are complete (i.e. I finished coding on this PR)
- [x] All changes have test coverage:
- Build tests will be added for build configuration changes (e.g. adding a new 
build option with NCCL)
- [x] To my best knowledge, examples are either not affected by this change, or 
have been fixed to be compatible with this change

### Changes ###
- [x] allow and prefer custom path for custom mallocs
- [x] add search for .a for static linking of custom mallocs

[ Full content available at: 
https://github.com/apache/incubator-mxnet/pull/12645 ]
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